sstream.h is not part of the standard library, you're probably thinking of sstream.
Besides, both your IDE and the compiler that comes with it are outdated, so you should switch to Code::Blocks and use the bundled version of MinGW that comes with it.

Oh I didn't know sstream.h was different from sstream. I'm guessing when you have FILE.h, it looks for header files in the libraries folder. Interesting. That does work for me. I removed the .h, and it found the header file.

See I just started desktop programming so this is all very new to me. I was checking out Code::Blocks and it seems very nice. Looks alot better than Bloodshed.

By the way, if I compile with MinGW, would the application (console application) not run on Mac's?

So I should probably just download the standard version without the MinGW. What happens is that I don't know if my Computer Science teacher will use a Mac or a PC to run programs that I will work on. In school, and her office, both use PC but I think at home she uses a Mac. I don't want it to not compile and adversely affect my grade.

Which one would you recommend? The standard version or the version with MinGW?

You can't compile anything without a compiler, so it's not like you have a choice.
Dev-C++ also comes bundled with MinGW, just with an old version (which Code::Blocks would use if you don't download the MinGW bundle).

If you don't use any platform-specific code, you can compile your program anywhere, be it on Windows, Mac, Linux or your washing machine.

It (Dev-C++) does kind of suck as an IDE. Saying that, Code::Blocks has started to piss me off more and more since v. 10.05 was released. I like that it has code-completion and like features, but it's pretty annoying when you do this:
1.

12

if (expression)
statement;

-->

123

if (expression)
statement;
function_call(); // Realise I need to add this

Been having the "-problem with Netbeans too, but (luckily) it has no {}-completion (does have it for regular, squared and those tagging-braces). But that's cool, since they're used for things that are in a single expression on a single line, normally. () being for normal expressions, [] for array/vector/element-access stuff, <> for includes.